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We study optimization problems in which a linear functional is maximized over probability measures that are dominated by a given measure according to an integral stochastic order in an arbitrary dimension. We show that the following four…
This preprint concerns Banach spaces of functions converging at infinity. In particular, spaces of continuous functions, Lebesgue spaces and sequence spaces. In each framework we show versions of Riesz's representation theorem.
This paper establishes various variational properties of parametrized versions of two convexity-preserving constructs that were recently introduced in the literature: the proximal composition of a function and a linear operator, and the…
A new proof of Oka's lemma is given for smoothly bounded, pseudoconvex domains $D\subset\mathbb{C}^n$. The method of proof is then also applied to other convexity-like hypotheses on the boundary of $D$.
We consider a space of infinitely smooth functions on an unbounded closed convex set in ${\mathbb R}^n$. It is shown that each function of this space can be extended to an entire function in ${\mathbb C}^n$ satisfying some prescribed growth…
We consider an $n$-variate monomial function that is restricted both in value by lower and upper bounds and in domain by two homogeneous linear inequalities. Such functions are building blocks of several problems found in practical…
We study spaces $\mathcal{CV}^{k}(\Omega,E)$ of $k$-times continuously partially differentiable functions on an open set $\Omega\subset\mathbb{R}^{d}$ with values in a locally convex Hausdorff space $E$. The space…
We prove that linearizing certain families of polynomial optimization problems leads to new functorial operations in real convex sets. We show that under some conditions these operations can be computed or approximated in ways amenable to…
Subaddivity type matrix inequalities for concave funcions and symetric norms are given.
The two-functional conjecture says that if a function f analytic and univalent in the unit disk maximizes Re{L} and Re{M} for two continuous linear functionals L and M, L is not equal to cM for any c>0, then f is a rotation of the Koebe…
We show that a Lagrangian inclusion in $\mathbb C^2$ with double transverse self-intersection points and standard open Whitney umbrellas is rationally convex. As an application we show that any compact surface $S$, except $S^2$ and $\mathbb…
Convexification based on convex envelopes is ubiquitous in the non-linear optimization literature. Thanks to considerable efforts of the optimization community for decades, we are able to compute the convex envelopes of a considerable…
In this work we deal with set-valued functions with values in the power set of a separated locally convex space where a nontrivial pointed convex cone induces a partial order relation. A set-valued function is evenly convex if its epigraph…
Polynomial sequence ${P_m}_{m\geq0}$ is $q$-logarithmically concave if $P_{m}^2-P_{m+1}P_{m-1}$ is a polynomial with nonnegative coefficients for any $m\geq{1}$. We introduce an analogue of this notion for formal power series whose…
In this work we derive a convex dual representation for increasing convex functionals on a space of real-valued Borel measurable functions defined on a countable product of metric spaces. Our main assumption is that the functionals fulfill…
Choice functions constitute a simple, direct and very general mathematical framework for modelling choice under uncertainty. In particular, they are able to represent the set-valued choices that appear in imprecise-probabilistic decision…
The Lebesgue property (order-continuity) of a monotone convex function on a solid vector space of measurable functions is characterized in terms of (1) the weak inf-compactness of the conjugate function on the order-continuous dual space,…
Hyper-Positive real, matrix-valued, rational functions are associated with absolute stability (the Lurie problem). Here, quantitative subsets of Hyper-positive functions, related through nested inclusions, are introduced. Structurally, this…
Accepting a proposition means that our confidence in this proposition is strictly greater than the confidence in its negation. This paper investigates the subclass of uncertainty measures, expressing confidence, that capture the idea of…
We define generalizations of the multiple elliptic gamma functions and the multiple sine functions, labelled by rational cones in $\mathbb{R}^r$. For $r=2,3$ we prove that the generalized multiple elliptic gamma functions enjoy a modular…